Sol Campbell left Highbury at half-time after being substituted during the 3-2 defeat by West Ham - but Arsenal boss Arsene Wenger did not condemn the move.
Campbell was at fault in the build-up to West Ham's first two goals
The 31-year-old Gunners defender was at fault during the build-up to the Hammers' first two goals on Wednesday.
Wenger said: "You always want your players to stay but there are exceptional circumstances where you can understand what he did.
"He did not do it meaning disrespect to the club or to the team."
Campbell made a hash of an attempted clearance to allow West Ham captain Nigel Reo-Coker to race through and put the visitors ahead in the 25th minute.
Bobby Zamora then held off a challenge from Campbell to put West Ham 2-0 ahead in the 32nd minute before Thierry Henry pulled a goal back just before half-time.
At the interval Wenger replaced the England centre-half with Sebastian Larsson, who made his Premiership debut.
However, Wenger revealed that Campbell was despondent following his first-half performance.
"He was very down at half-time and he felt guilty," added the Frenchman.
"We wanted to fight for him in the second half. It was not a disaster being 2-1 down.
"I took him off because he was in a mental shape - I felt he was too much down to come back.
"I knew it would be better for him personally, I felt. He was very, very down and that is the only issue.
"His confidence is not the highest at the moment."